| Título: | Transience and Non-explosion of Certain Stochastic Newtonian Systems |
| Autores: |
Kolokoltsov, Vassili N.; Nottingham Trent University Schilling, R.L.; University of Sussex Tyukov, A. E.; University of Sussex |
| Fecha: | 2002-01-01 |
| Publicador: | Electronic journal of probability |
| Fuente: |
 |
| Tipo: |
Peer-reviewed Article |
| Tema: |
Mathematics Stochastic Newtonian systems; Levy processes; alpha-stable Levy processes; Transience; Non-explosion. 60H10, 60G51, 60J75, 70H99, 60J35 . |
| Descripción: | We give sufficient conditions for non-explosion and transience of the solution $(x_t, p_t)$ (in dimensions $\geq 3$) to a stochastic Newtonian system of the form $$ \begin{cases} dx_t= p_t \, dt , \\ dp_t= -\frac{\partial V(x_t) }{\partial x} \, dt - \frac{ \partial c(x_t) }{ \partial x} \, d\xi_t , \end{cases} $$ where $\{\xi_t\}_{t\geq 0}$ is a $d$-dimensional L\'evy process, $d\xi_t$ is an It\^o differential and $c\in C^2(\mathbb{R}^d,\mathbb{R}^d)$, $V\in C^2(\mathbb{R}^d,\mathbb{R})$ such that $V\geq 0$. |
| Idioma: | Inglés |
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